Rokos Capital Management LLP

Registered adviser

CIK

1666335

Location

LONDON, X0

Portfolio Value

Large $26,219,050,332

Diversification

Highly concentrated

Reports for

Rokos Capital Management (US) LP

Filing Date

Global Rank

#286 / 8,807 ▲ 99

Top Industry

Internet Content & Information 18.6%

Period ended 4 months ago

Filed Aug 14, 2026 · 2mo

26 quarters · since Mar 2020

Regulatory profile

From Form ADV, the SEC filer profile, 13D/13G type codes and N-CEN, never from the name.

Holder type

Registered adviser

Form ADV roster, Oct 1, 2026

Form ADV adviser

CRD 281215

Roster of Oct 1, 2026

Regulatory AUM

$219,439,595,264

Main clients

Pooled investment vehicles (100% of AUM)

Private funds

2 funds · Hedge funds

Focus by fund count, roster of Oct 1, 2026

$219,439,595,264 gross assets

LEI

549300FDUKPYCG3ARE16

Private funds on Schedule D 7.B.(1)

As filed Jul 1, 2024; SEC's bulk Form ADV archive ends with 2024 filings.

$192,808,219,032 gross assets in 2 funds Hedge funds $192,808,219,032 (2)

Form ADV history

Monthly rosters from Dec 2019; each row is a run with the same figures, newest first.

Rosters	Regulatory AUM	Main clients
Jul 2026 to Oct 2026	$219,439,595,264	Pooled investment vehicles (100%)
Jul 2025 to Jun 2026	$229,815,347,652	Pooled investment vehicles (100%)
Jul 2024 to Jun 2025	$192,808,219,032	Pooled investment vehicles (100%)
Feb 2024 to Jun 2024	$172,454,217,111	Pooled investment vehicles (100%)
Jul 2023 to Jan 2024	$172,454,217,111	Pooled investment vehicles (100%)
May 2023 to Jun 2023	$138,426,265,424	Pooled investment vehicles (100%)

2 earlier changes not shown.

Portfolio style

Measured from the filed 13F common-share book for Jun 30, 2026, never from the firm's own description.

Style

Concentrated

The top 10 positions are 68.8% of the book (60%+)

Turnover

High turnover

154.2% over the last four quarters (100%+)

Horizon

Short horizon

Value-weighted holding period 2.8 quarters (under 4)

Closest benchmark: every 13F filer's combined book, active share 78.9%; sector active share 44.5% against the combined 13F book's sector weights.

Over time 26 measured quarters

How the bands are measured

Style bands measure the filed 13F common-share book each closed quarter, tested in this order. Unknown: under $10,000,000 of valued equity or 5 stocks. Index-like (100+ stocks): active share of 20% or less against the closest benchmark, which is the S&P 500, S&P MidCap 400, S&P SmallCap 600, Russell 1000, Russell 2000, Nasdaq-100 or Dow Jones Industrial Average (weighted by an index-tracking fund's reported holdings or the index's constituents nearest the quarter end, over the names resolved to companies, and only when those are 90%+ of its weight) or every 13F filer's combined book, or index series holding 80%+ of the registered fund assets it advises (N-CEN) and equal to 50%+ of its book. Systematic-like: 500+ stocks, 100%+ annual turnover and a top 10 weight of 25% or less. Concentrated: a top 10 weight of 60%+ or 12 or fewer effective positions. Diversified active: none of these. Turnover is the smaller of buys and sells over average equity value, summed over four quarters: low under 30%, high 100%+. Horizon is the value-weighted number of quarters each position has been held: short under 4, long 12+.

Clone Performance

Build a hypothetical price-return history from this filer's public 13F holdings.

View clone backtest

Portfolio Concentration

154 tracked positions · as of Jun 30, 2026 · Δ vs Mar 31, 2026

Top Position

65.2%

+38.8 pts

Top 5

77.8%

+23.6 pts

Top 10

84.8%

+16.3 pts

HHI

4,315

Highly concentrated+3,356

Portfolio Trend

26 quarters · across all stocks

Sector Breakdown

As of Jun 30, 2026

Sector	% Portfolio	Value	Positions
Unclassified	65.6%	$17,187,358,083	7
Technology	13.8%	$3,630,632,697	46
Communication Services	6.5%	$1,697,517,847	6
Industrials	5.3%	$1,376,968,402	29
Financial Services	3.6%	$932,457,265	17
Consumer Cyclical	1.9%	$487,024,774	8
Energy	1.4%	$370,243,128	14
Basic Materials	0.9%	$227,305,792	14
Utilities	0.6%	$155,640,602	5
Consumer Defensive	0.3%	$88,354,198	4
Healthcare	0.2%	$65,547,544	4

Last Quarter's Activity

Export CSV

Jun 30, 2026 vs Mar 31, 2026

Added To

Positions the filer increased

25 positions

Ticker	Company	Δ Shares	Shares	Value
PCT	PureCycle Technologies, Inc.	+3,479,089	4,927,873	$39,965,050
PCG	PG&E Corp	+1,491,167	4,531,771	$76,224,388
GXO	GXO Logistics, Inc.	+699,896	1,110,869	$56,321,058
DAR	Darling Ingredients Inc.	+645,321	1,053,323	$57,532,502
GLNG	Golar Lng Ltd	+628,398	1,797,559	$89,590,340
KBR	Kbr, Inc.	+388,504	458,352	$15,826,894
AMZN	Amazon Com Inc	+347,241	397,840	$94,821,185
DB	Deutsche Bank Aktiengesellschaft	+345,123	473,688	$15,991,706
MSFT	Microsoft Corp	+275,947	279,213	$104,152,033
CTVA	Corteva, Inc.	+195,571	245,571	$20,797,407
SLVM	Sylvamo Corp	+193,326	448,997	$16,972,086
NSC	Norfolk Southern Corp	+178,236	314,671	$98,992,349
FLS	Flowserve Corp	+137,892	201,393	$14,935,304
ATI	Ati Inc	+100,592	180,935	$35,662,288
ESI	Element Solutions Inc	+62,014	176,361	$8,421,237
CIEN	Ciena Corp	+60,585	127,045	$62,323,195
FLR	Fluor Corp	+46,376	176,165	$9,229,284
TSLA	Tesla, Inc.	+40,354	111,476	$46,886,805
SW	Smurfit Westrock plc	+34,649	134,649	$6,228,862
TTMI	Ttm Technologies Inc	+32,610	166,379	$31,116,200
C	Citigroup Inc	+30,242	1,085,285	$151,896,488
AVGO	Broadcom Inc.	+23,415	260,115	$98,258,441
PKG	Packaging Corp Of America	+17,762	35,748	$8,518,033
SNDK	Sandisk Corp	+15,708	72,771	$165,461,605
AMAT	Applied Materials Inc /De	+11,091	146,184	$105,691,032
No positions match the current search.

Trimmed

Positions the filer reduced

25 positions

Ticker	Company	Δ Shares	Shares	Value
GOOGL	Alphabet Inc.	−2,714,391	557,702	$199,305,963
AAPL	Apple Inc.	−1,044,112	468,632	$135,603,355
ECHO	EchoStar CORP	−939,352	17,135	$1,739,202
NVDA	Nvidia Corp	−907,927	949,132	$189,911,821
RIG	Transocean Ltd.	−550,089	2,619,483	$12,809,271
RTX	RTX Corp	−544,901	11,251	$2,134,652
BKR	Baker Hughes Co	−497,628	47,992	$2,663,556
KRMN	Karman Holdings Inc.	−435,620	4,843	$241,762
EQT	EQT Corp	−400,469	1,340,046	$71,250,245
GLW	Corning Inc /Ny	−387,827	5,172	$1,321,083
HAL	Halliburton Co	−328,839	562,079	$19,082,582
SLB	Slb Limited/Nv	−272,989	415,613	$19,321,848
TDS	Telephone & Data Systems Inc /De/	−232,360	267,640	$9,905,356
TAC	Transalta Corp	−231,222	2,061,847	$28,515,344
DAL	Delta Air Lines, Inc.	−211,218	353,744	$33,131,663
HON	Honeywell International Inc	−177,439	237,512	$53,178,936
EXE	EXPAND ENERGY Corp	−173,869	688,699	$62,802,461
MS	Morgan Stanley	−167,420	69,301	$14,486,681
DDOG	Datadog, Inc.	−157,568	3,857	$1,004,208
COHR	Coherent Corp.	−144,396	101,561	$40,062,767
MU	Micron Technology Inc	−139,595	53,644	$61,920,732
WDC	Western Digital Corp	−138,467	59,993	$38,318,728
AMKR	Amkor Technology, Inc.	−108,205	34,493	$2,974,331
META	Meta Platforms, Inc.	−108,129	201,190	$113,328,315
NTRA	Natera, Inc.	−105,853	137,049	$37,201,951
No positions match the current search.

New Positions

Positions the filer opened this quarter

25 positions

Ticker	Company	Shares	Value
QQQ	Invesco Qqq Trust, Series 1	5,719,724	$4,212,004,753
ANET	Arista Networks, Inc.	434,152	$73,753,741
HONA	Honeywell Aerospace Inc.	279,404	$61,770,636
ALLY	Ally Financial Inc.	973,466	$44,730,762
KKR	KKR & Co. Inc.	421,705	$38,704,084
NU	Nu Holdings Ltd.	2,810,589	$37,549,469
ULTA	Ulta Beauty, Inc.	67,584	$30,479,032
AMD	Advanced Micro Devices Inc	48,651	$28,261,852
SNOW	Snowflake Inc.	107,699	$27,409,395
SHW	Sherwin Williams Co	73,507	$25,309,930
SPCX	Space Exploration Technologies Corp	140,014	$23,922,792
INTC	Intel Corp	169,689	$23,693,675
AS	Amer Sports, Inc.	616,279	$20,854,881
CCJ	Cameco Corp	174,584	$17,783,126
CE	Celanese Corp	320,489	$14,742,494
PSN	Parsons Corp	263,318	$13,795,230
Q	Qnity Electronics, Inc.	70,268	$11,475,467
MRVL	Marvell Technology, Inc.	36,786	$10,958,181
XRT	State Street(R) SPDR(R) S&P(R) Retail ETF	112,438	$9,865,310
ESAB	ESAB Corp	99,570	$9,820,589
PFGC	Performance Food Group Co	82,925	$9,270,185
AMCR	Amcor plc	208,996	$9,059,976
MDA	MDA Space Ltd.	206,644	$8,530,264
ADI	Analog Devices Inc	21,371	$8,487,920
FERG	Ferguson Enterprises Inc. /DE/	34,766	$8,251,014
No positions match the current search.

Sold Out

Positions the filer fully exited

25 positions

Ticker	Company	Shares	Value
XLV	State Street(R) Health Care Select Sector SPDR(R) ETF	1,036,116	$151,904,966
RSP	Victory Portfolios II	701,812	$134,691,759
CRWD	CrowdStrike Holdings, Inc.	267,078	$104,269,921
—		1,115,233	$91,426,801
GEV	GE Vernova Inc.	74,160	$64,734,264
LMT	Lockheed Martin Corp	103,311	$62,440,135
XLY	State Street(R) Consumer Discretionary Select Sector SPDR(R) ETF	558,230	$60,835,905
LHX	L3harris Technologies, Inc. /De/	172,704	$59,608,785
—		303,988	$55,274,138
GS	Goldman Sachs Group Inc	59,409	$50,259,419
KRE	State Street(R) SPDR(R) S&P(R) Regional Banking ETF	708,884	$46,183,792
V	Visa Inc.	151,738	$45,861,293
JCI	Johnson Controls International plc	350,030	$45,836,428
MA	Mastercard Inc	88,635	$44,287,364
SPOT	Spotify Technology S.A.	90,446	$43,858,169
RAL	Ralliant Corp	1,010,520	$42,027,526
TSEM	Tower Semiconductor Ltd	237,628	$41,698,961
BABA	Alibaba Group Holding Ltd	316,064	$39,653,389
JBL	Jabil Inc	117,637	$31,247,916
PG	PROCTER & GAMBLE Co	207,099	$29,913,379
CVX	Chevron Corp	116,387	$24,080,470
AXTI	Axt Inc	330,788	$18,848,300
GOOG	Alphabet Inc.	48,906	$14,029,175
STUB	StubHub Holdings, Inc.	2,143,423	$13,374,959
LYB	LyondellBasell Industries N.V.	164,124	$13,221,829
No positions match the current search.

Portfolio Positions

Compact Export CSV View 13F filing

154 tracked positions · $26,219,050,332 total · filing declares 254 positions · $26,794,348,269 · as of Jun 30, 2026

All sectors Basic Materials Communication Services Consumer Cyclical Consumer Defensive Energy Financial Services Healthcare Industrials Technology Utilities

Showing 1–50 of 154 positions by value · page 1 of 4

Ticker	Company	Type	Shares	Δ Shares	Value (USD)	% Δ Value	Held (qtrs)	Est. cost/share	% of Portfolio
QQQ	Invesco Qqq Trust, Series 1 PUT CALL + SHARES	Added	23,231,524	+17,195,724	$17,107,694,273	+391.1%	1	$688.02	65.25%
NVDA	Nvidia Corp PUT CALL + SHARES Technology	Reduced	4,320,432	-816,627	$864,444,515	−3.5%	11	unpriced	3.30%
GOOGL	Alphabet Inc. PUT CALL + SHARES Communication Services	Reduced	2,177,702	-1,094,391	$778,245,363	−17.3%	9	$210.21	2.97%
GE	General Electric Co PUT CALL Industrials	NEW	2,000,000	NEW	$747,460,000	NEW	—	—	2.85%
META	Meta Platforms, Inc. PUT CALL + SHARES Communication Services	Reduced	1,103,490	-848,429	$621,584,882	−44.3%	10	$601.17	2.37%
AAPL	Apple Inc. CALL + SHARES Technology	Added	2,088,632	+575,888	$604,366,555	+57.4%	4	$246.40	2.31%
ORCL	Oracle Corp PUT CALL Technology	Held	3,313,600	0	$485,608,080	−0.4%	—	—	1.85%
GOOG	Alphabet Inc. CALL Communication Services	Added	800,000	+751,094	$282,664,000	+1914.8%	—	—	1.08%
C	Citigroup Inc CALL + SHARES Financial Services	Added	1,835,285	+780,242	$256,866,488	+114.7%	5	$95.87	0.98%
GS	Goldman Sachs Group Inc CALL Financial Services	Added	246,000	+186,591	$248,797,020	+395.0%	—	—	0.95%
AMD	Advanced Micro Devices Inc CALL + SHARES Technology	NEW	423,561	NEW	$246,050,819	NEW	1	$409.99	0.94%
TSLA	Tesla, Inc. PUT CALL + SHARES Consumer Cyclical	Added	561,476	+16,154	$236,156,805	+16.5%	2	$406.80	0.90%
COF	Capital One Financial Corp CALL Financial Services	NEW	960,000	NEW	$192,595,200	NEW	—	—	0.73%
SNDK	Sandisk Corp Technology	Added	72,771	+15,708	$165,461,605	+356.4%	4	$353.92	0.63%
AMAT	Applied Materials Inc /De PUT CALL + SHARES Technology	Added	188,184	+11,091	$136,057,032	+124.8%	4	$255.73	0.52%
AMZN	Amazon Com Inc CALL + SHARES Consumer Cyclical	Added	547,840	+497,241	$130,572,185	+1139.0%	15	$243.11	0.50%
MSFT	Microsoft Corp PUT CALL + SHARES Technology	Added	322,813	+270,747	$120,415,705	+524.8%	18	$404.84	0.46%
PLTR	Palantir Technologies Inc. PUT CALL + SHARES Technology	Reduced	920,765	-125,383	$107,425,652	−29.8%	2	$152.90	0.41%
LRCX	Lam Research Corp Technology	Reduced	237,269	-22,652	$102,815,775	+85.1%	3	$203.04	0.39%
NSC	Norfolk Southern Corp Industrials	Added	314,671	+178,236	$98,992,349	+152.8%	4	$299.02	0.38%
AVGO	Broadcom Inc. Technology	Added	260,115	+23,415	$98,258,441	+34.1%	9	$230.73	0.37%
GLNG	Golar Lng Ltd Energy	Added	1,797,559	+628,398	$89,590,340	+41.6%	2	$47.18	0.34%
PCG	PG&E Corp Utilities	Added	4,531,771	+1,491,167	$76,224,388	+42.7%	4	$15.32	0.29%
ANET	Arista Networks, Inc. Technology	NEW	434,152	NEW	$73,753,741	NEW	1	$157.08	0.28%
EQT	EQT Corp Energy	Reduced	1,340,046	-400,469	$71,250,245	−35.7%	3	$56.19	0.27%
NU	Nu Holdings Ltd. CALL + SHARES Financial Services	NEW	5,310,589	NEW	$70,949,469	NEW	1	$13.48	0.27%
CRWD	CrowdStrike Holdings, Inc. PUT CALL Technology	Reduced	88,700	-178,378	$67,690,518	−35.1%	—	—	0.26%
EXE	EXPAND ENERGY Corp Energy	Reduced	688,699	-173,869	$62,802,461	−33.7%	3	$110.89	0.24%
CIEN	Ciena Corp Technology	Added	127,045	+60,585	$62,323,195	+141.5%	6	$281.30	0.24%
MU	Micron Technology Inc Technology	Reduced	53,644	-339,595	$61,920,732	−53.4%	7	$96.97	0.24%
HONA	Honeywell Aerospace Inc. Industrials	NEW	279,404	NEW	$61,770,636	NEW	1	unpriced	0.24%
LITE	Lumentum Holdings Inc. Technology	Reduced	71,577	-44,016	$61,417,360	−24.4%	5	$70.96	0.23%
DAR	Darling Ingredients Inc. Consumer Defensive	Added	1,053,323	+645,321	$57,532,502	+128.0%	4	$49.50	0.22%
GXO	GXO Logistics, Inc. Industrials	Added	1,110,869	+699,896	$56,321,058	+164.3%	2	$53.82	0.21%
HON	Honeywell International Inc Industrials	Reduced	237,512	-177,439	$53,178,936	−43.3%	2	unpriced	0.20%
FLR	Fluor Corp CALL + SHARES Industrials	Added	1,001,165	+871,376	$52,451,034	+766.3%	2	$47.21	0.20%
NKE	NIKE, Inc. PUT Consumer Cyclical	NEW	1,100,000	NEW	$45,155,000	NEW	—	—	0.17%
ALLY	Ally Financial Inc. Financial Services	NEW	973,466	NEW	$44,730,762	NEW	1	$43.38	0.17%
TER	Teradyne, Inc Technology	Reduced	91,693	-11,277	$44,364,741	+45.3%	8	$225.96	0.17%
MOS	Mosaic Co CALL Basic Materials	NEW	2,050,000	NEW	$43,439,500	NEW	—	—	0.17%
GEV	GE Vernova Inc. PUT CALL Industrials	Reduced	35,000	-63,160	$41,120,100	−52.0%	—	—	0.16%
COHR	Coherent Corp. Technology	Reduced	101,561	-144,396	$40,062,767	−31.6%	9	$78.75	0.15%
PCT	PureCycle Technologies, Inc. Industrials	Added	4,927,873	+3,479,089	$39,965,050	+431.5%	2	$8.78	0.15%
KKR	KKR & Co. Inc. Financial Services	NEW	421,705	NEW	$38,704,084	NEW	1	$96.98	0.15%
WDC	Western Digital Corp Technology	Reduced	59,993	-138,467	$38,318,728	−28.6%	2	$261.05	0.15%
STX	Seagate Technology Holdings plc Technology	Reduced	39,320	-86,171	$37,943,800	−22.8%	5	$103.52	0.14%
NTRA	Natera, Inc. Healthcare	Reduced	137,049	-105,853	$37,201,951	−23.4%	6	$160.74	0.14%
XLI	State Street(R) Industrial Select Sector SPDR(R) ETF PUT CALL	NEW	200,000	NEW	$37,046,000	NEW	—	—	0.14%
ATI	Ati Inc Industrials	Added	180,935	+100,592	$35,662,288	+205.2%	2	$156.08	0.14%
MP	MP Materials Corp. / DE CALL + SHARES Basic Materials	Reduced	610,835	-72,671	$34,212,868	+3.7%	3	$63.41	0.13%

Showing the top 50 of 154 positions. Create a free account to see every position, past quarters, search, filters and CSV export.

Covers the securities this platform tracks: U.S.-listed common stock and the put/call positions reported on it. A 13F can also report security types outside that coverage — preferred shares, bonds, warrants, untracked share classes — so the filing's own declared total can exceed the figures above. The source filing is linked at the top of this table.